+34.5%
C vs FIG
-77.2%
+111.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.3% |
| 7D | -0.9% | -12.6% | +11.7% | -0.5% |
| 30D | -5.4% | -13.8% | +8.4% | -5.0% |
| 3M | -9.2% | -16.7% | +7.5% | -8.9% |
| 6M | -1.8% | -6.1% | +4.3% | -2.1% |
| YTD | +6.7% | -48.1% | +54.8% | +9.0% |
| 1Y | +23.5% | -56.2% | +79.7% | +26.7% |
| All | +34.5% | -77.2% | +111.7% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling